-61.5%
DOCS vs GFI
+45.3%
-106.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | -1.4% | +3.1% | -4.6% | -1.5% |
| 30D | +21.8% | +27.1% | -5.3% | +21.3% |
| 3M | +27.3% | +21.2% | +6.1% | +26.4% |
| 6M | -0.3% | -4.5% | +4.2% | -2.6% |
| YTD | -40.5% | +11.7% | -52.2% | -41.3% |
| 1Y | -61.5% | +46.0% | -107.6% | -61.1% |
| All | -61.5% | +45.3% | -106.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling